PREVIEW / futures_5min / 2015-09-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-27.parquet
  size:    43 KB
  rows:    2,267

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-09-27 18:00:00	ES	Futures	2050.17	2050.17	2046.69	2047.23	3138.0
2015-09-27 18:05:00	ES	Futures	2047.23	2048.3	2045.36	2047.23	2766.0
2015-09-27 18:10:00	ES	Futures	2047.5	2048.83	2046.96	2048.83	842.0
2015-09-27 18:15:00	ES	Futures	2048.83	2051.24	2048.03	2048.3	1225.0
2015-09-27 18:20:00	ES	Futures	2048.57	2048.57	2047.5	2048.3	1122.0
2015-09-27 18:25:00	ES	Futures	2048.3	2048.3	2047.5	2047.5	390.0
2015-09-27 18:30:00	ES	Futures	2047.76	2047.76	2045.89	2046.43	799.0
2015-09-27 18:35:00	ES	Futures	2046.43	2047.23	2046.16	2046.16	353.0
2015-09-27 18:40:00	ES	Futures	2046.16	2046.96	2039.2	2040.81	3766.0
2015-09-27 18:45:00	ES	Futures	2041.07	2046.16	2040.81	2042.95	1490.0
2015-09-27 18:50:00	ES	Futures	2042.95	2043.22	2040.81	2042.68	686.0
2015-09-27 18:55:00	ES	Futures	2042.68	2044.29	2041.61	2044.02	734.0
2015-09-27 19:00:00	ES	Futures	2044.29	2044.29	2042.68	2042.68	316.0
2015-09-27 19:05:00	ES	Futures	2042.68	2045.09	2042.68	2044.82	432.0
2015-09-27 19:10:00	ES	Futures	2044.55	2045.62	2044.55	2045.36	621.0
2015-09-27 19:15:00	ES	Futures	2045.09	2045.36	2044.29	2045.36	295.0
2015-09-27 19:20:00	ES	Futures	2045.36	2045.36	2043.75	2044.02	283.0
2015-09-27 19:25:00	ES	Futures	2044.02	2044.29	2043.75	2044.02	225.0
2015-09-27 19:30:00	ES	Futures	2044.29	2045.62	2042.95	2042.95	704.0
2015-09-27 19:35:00	ES	Futures	2043.22	2044.82	2042.68	2044.82	278.0
2015-09-27 19:40:00	ES	Futures	2045.09	2045.36	2044.29	2044.55	219.0
2015-09-27 19:45:00	ES	Futures	2044.29	2045.09	2044.29	2044.82	145.0
2015-09-27 19:50:00	ES	Futures	2044.82	2044.82	2041.88	2042.95	1324.0
2015-09-27 19:55:00	ES	Futures	2042.95	2045.09	2042.95	2044.82	566.0
2015-09-27 20:00:00	ES	Futures	2044.82	2049.1	2044.55	2048.03	1742.0
2015-09-27 20:05:00	ES	Futures	2048.03	2048.03	2043.22	2043.75	1575.0
2015-09-27 20:10:00	ES	Futures	2043.75	2044.55	2040.81	2040.81	1828.0
2015-09-27 20:15:00	ES	Futures	2040.81	2043.48	2040.81	2042.68	1331.0
2015-09-27 20:20:00	ES	Futures	2042.95	2043.75	2041.07	2041.88	884.0
2015-09-27 20:25:00	ES	Futures	2041.88	2042.68	2041.88	2042.14	338.0
2015-09-27 20:30:00	ES	Futures	2042.41	2042.41	2041.07	2042.41	481.0
2015-09-27 20:35:00	ES	Futures	2042.41	2043.22	2042.14	2042.95	374.0
2015-09-27 20:40:00	ES	Futures	2042.95	2044.55	2042.68	2044.29	1021.0
2015-09-27 20:45:00	ES	Futures	2044.55	2045.89	2044.02	2045.09	918.0
2015-09-27 20:50:00	ES	Futures	2045.36	2045.89	2043.75	2044.02	838.0
2015-09-27 20:55:00	ES	Futures	2044.29	2045.89	2043.75	2045.62	715.0
2015-09-27 21:00:00	ES	Futures	2045.89	2046.43	2045.62	2045.89	591.0
2015-09-27 21:05:00	ES	Futures	2045.89	2046.96	2044.82	2046.69	720.0
2015-09-27 21:10:00	ES	Futures	2046.69	2046.96	2044.02	2044.29	883.0
2015-09-27 21:15:00	ES	Futures	2044.55	2045.62	2044.29	2044.82	484.0
2015-09-27 21:20:00	ES	Futures	2044.82	2045.36	2044.55	2045.36	843.0
2015-09-27 21:25:00	ES	Futures	2045.36	2046.69	2045.36	2046.16	1061.0
2015-09-27 21:30:00	ES	Futures	2046.16	2048.03	2045.89	2047.23	1472.0
2015-09-27 21:35:00	ES	Futures	2047.5	2048.03	2046.96	2047.76	505.0
2015-09-27 21:40:00	ES	Futures	2047.76	2047.76	2046.43	2046.43	1680.0
2015-09-27 21:45:00	ES	Futures	2046.43	2046.96	2045.89	2046.96	505.0
2015-09-27 21:50:00	ES	Futures	2046.96	2048.03	2046.96	2046.96	851.0
2015-09-27 21:55:00	ES	Futures	2046.96	2049.1	2046.96	2047.5	805.0
2015-09-27 22:00:00	ES	Futures	2047.5	2048.03	2047.23	2047.5	222.0
2015-09-27 22:05:00	ES	Futures	2047.76	2048.03	2046.16	2046.69	586.0

> showing 50 of 2,267 rows — these rows as CSV

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